On a class of <i>M</i>-estimators for Gaussian long-memory models (Q4323541)
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scientific article; zbMATH DE number 724068
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| English | On a class of <i>M</i>-estimators for Gaussian long-memory models |
scientific article; zbMATH DE number 724068 |
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On a class of <i>M</i>-estimators for Gaussian long-memory models (English)
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22 February 1995
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fractional ARIMA
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influence function
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long-range dependence
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redescending function
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stationary Gaussian models
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long memory
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spectral density
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approximate maximum likelihood estimator
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autoregressive representation
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\(M\)-estimators
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central limit theorem
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robustness against additive outliers
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simulation
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algorithm
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0.8604750633239746
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0.8427910208702087
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0.8315510153770447
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0.8315510153770447
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